Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.584 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 48388.94 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46187.86 Kr¶

PnL: ---------------------------------------> -2034.39 Kr¶

DD now: ---------------------------------> -7.074 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 16:11:29.143764'

Anic Portfolio¶

Today¶

Return: -0.17 %¶

This Week¶

Return: -0.17 %¶

Total¶

Return: 58.413 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.680000 833.400000 135.400000 19.400000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
Tobii Dynavox 109 -0.900000 2765.330000 43.330000 1.590000 2721.999993
VBG GROUP B 4 -3.860000 648.000000 40.000000 6.580000 608.000000
Stillfront Group 38 -1.990000 711.360000 25.360000 3.700000 686.000016
MEKO 13 -1.710000 1567.800000 13.800000 0.890000 1554.000006
Vitec Software Group B 1 -1.370000 496.600000 11.600000 2.390000 485.000000
Tietoevry 2 -2.540000 644.800000 6.800000 1.070000 638.000000
G5 Entertainment 3 -0.310000 573.000000 1.000000 0.170000 572.000001
Mycronic 3 -2.430000 651.600000 -0.400000 -0.060000 651.999999
SKF A 3 -3.960000 589.200000 -3.800000 -0.640000 593.000001
SKF B 3 -4.050000 589.800000 -6.200000 -1.040000 596.000001
ASSA ABLOY B 2 -1.250000 504.200000 -9.800000 -1.910000 514.000000
Embracer Group B 14 -4.390000 679.140000 -9.860000 -1.430000 689.000004
Addnode Group B 6 -2.440000 696.600000 -12.400000 -1.750000 709.000002
ACQ Bure SPAC 36 0.000000 3477.600000 -12.400000 -0.360000 3489.999984
Avanza Bank Holding 2 -3.360000 495.000000 -16.000000 -3.130000 511.000000
Husqvarna A 7 -3.210000 612.500000 -20.500000 -3.240000 632.999997
Husqvarna B 7 -3.140000 613.340000 -26.660000 -4.170000 639.999997
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Loomis 6 -2.670000 2012.400000 -30.600000 -1.500000 2043.000000
Fastighetsbolag. Emilshus Pref 21 -3.440000 530.250000 -31.750000 -5.650000 562.000005
Lagercrantz Group B 5 -0.860000 574.000000 -33.000000 -5.440000 607.000000
Collector Bank 29 -5.620000 1199.880000 -34.120000 -2.760000 1233.999996
Arion Banki SDB 61 -1.280000 661.240000 -35.760000 -5.130000 697.000030
Rejlers B 6 -3.150000 921.600000 -40.400000 -4.200000 961.999998
Swedbank A 3 -3.320000 577.350000 -40.650000 -6.580000 618.000000
Norva24 Group 12 -1.830000 361.200000 -46.050000 -11.310000 407.250000
Mips 1 -1.340000 477.100000 -51.900000 -9.810000 529.000000
Dustin Group 18 -4.440000 612.000000 -58.000000 -8.660000 669.999996
Nordea Bank Abp 30 -4.150000 3695.400000 -67.600000 -1.800000 3762.999990
AFRY 3 -3.140000 517.500000 -77.500000 -13.030000 594.999999
Viaplay Group B 4 -5.090000 951.800000 -85.200000 -8.220000 1037.000000
Beijer Alma B 9 -1.930000 1827.000000 -127.000000 -6.500000 1953.999999
RVRC Holding 17 -2.570000 553.520000 -129.480000 -18.960000 683.000007
Fastighetsbolaget Emilshus B 23 1.110000 546.250000 -148.750000 -21.400000 694.999993
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.160000 694.100000 -298.900000 -30.100000 992.999997
Camurus 16 -3.410000 3539.200000 -598.800000 -14.470000 4138.000000
TOTAL 46187.860000 -2034.390000 -7.07394% 48222.250041

Updated:¶

'2023-03-13 16:11:42.858063'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶